%% Linear Algebra: G.Strang, ” Differential Equations and Linear Algebra”, Wellesley- Cambridge Press,2014.

Chapter 4 to Chapter 8

4. Linear Equations and Inverse matrices

5. Vector Spaces and Sub Spaces
6. Eigenvalues and Eigenvectors
6.1 Introduction to e-values
6.2 Diagonalizing a matrix
6.3 Linear systems y = Ay
6.4 The Exponential of a matrix
6.5 Second Order systems and symmetric matrices
7. Applied mathematics and ATA
8. Fourier and Laplace Transforms

%%

6.1 Introduction to Eigenvalues

Def(Kim):

Given a square matrix A × , and corresponding x , x ≠ 0 , satisfy the following eq. as

Ax = λx,

We call λ:eigenvalue, x: eigenvector

Fact(Kim)

1) eigenvalue

| − | = 0, | |: the determinant of the matrix M

2) eigenvector x
The solution to the homogeneous solution which is non-zero vector

( − ) = 0 , −→ ∈ Ν( − )
1 2
Ex: A = ,
0 3
λ = 1, = (1,0)
λ = 3, = (1,1)
 Eigenvalues are the key to a system of differential equations
Looking for the solution as

( )= , : , :

1) Find the e-values and e-vectors

1
= 5, = =
1
Then
1 4 1
( )= −→ = 5 = −→ .
1 5 3 2
1
= 1, =
−3

1 4 1
( )= −→ = = −→ .
−3 −3 3 2

2) The complete solution:  homogeneous solution  null solution

3) Why does this happen?

 Finding the e-values and e-vectors. Let =

= −→ ( − ) =0
 For ≠ 0, − is a singular matrix, i.e., the determinant must be zero.
−
 The determinant of − = = ( − )( − ) − =0
−
4 1
 Exam. 1 Let =
3 2

1) E-values:

2) E-vectors:
  Powers of matrix: if = , then
=

 Facts:
1) Invertible matrices have all ≠ 0.
Not invertible matrix  singular matrix
2) Shift of : if = , then
( + ) =( + )
3) Functions of : if = , then
( +2 +5 ) =( + 2 + 5)
=
=

%% kim’s comment : exponential

1) definition

1
e = lim 1 + = 2.7 ….
→ n

test: for n =1 to 10

2.0000 2.2500 2.3704 2.4414 2.4883 2.5216 2.5465 2.5658 2.5812 2.5937

-> converge to the some number to 2.71….

-> it is an irrational number

2) e = lim 1 +
→
3) Derivative

de 1
= lim 1 + = lim 1+ = lim 1+
→ → →

= lim 1 + 1+ = lim 1 + lim 1 +

→ → →

1
= e lim 1 + = lim = lim
→ → + → 1+

= e (1/(1 + lim )) =
→

4) Taylor series of e

e =1+ + +, …
2
5) Complex exponential
 ( )
e = 1+ +
+, …
2
= cos + sin
where i = −1.  Euler’s law
6) Matrix exponential

e = 1+ + +, …
2
If Ax = λx, then

e = 1+ + +, … = 1+ + +⋯ =
2 2

%%% %%%
4) E-values of ( + ) ≠ E-values of + E-values of
5) E-values of = E-values of (BA) but not equal to (E-values of (A)) x ((E-values of (A))
 Determinants
1) If = , determinant of = det( ) = ( − )

2) If is a triangular matrix, then det( ) =

3) det( ) = det( ) det( )
4) det( ) = det ( )
2 1
 Example 3: = , then E-values of = 3, 1 and each e-values has an e-vector as
1 2

0 −1
 Example 4: Complex e-values/e-vectors =
1 0

cos − sin
 Problem: find e-values/vectors of =
sin cos

6.2 Diagonalizing a matrix

 The condition of linearly dependent e-vectors are important.
 Example_1

 Facts:
Let = Λ, then = Λ
=( Λ )( Λ )= Λ
= VΛ
=( Λ ) =( ) Λ ( ) = Λ
 Remarks(page 338)

 So if e-values are different, then e-vectors is a basis, i.e., for any ∈ ,

= + +, … +

 Remarks(page 339)
 For example
1 1 1 0 1 1
= , = , =
0 2 0 1 0 1
is diagonalizable, B is already diagonalized(even if the e-values are equivalent)
But cannot be diagonalizable.
 Remarks.

 Let × . How many e-values of ?  if allowed the multiplicity, there are e-values.
How many e-vectors of  <= n
 Problem: Find e-values and e-vectors of , and C
1 0 1 1
= , =
0 1 0 1
 Matrix Power
a) Solution to a difference equation
= , ( )

 = = ===. >
 If is diagonalizable, = Λ , then
 = = Λ

b) The solution to a differential equation

=
( )= (0) = + +,…,+

 Keep in mind.
1) ( , ), ( , ), …, they are corresponding to each other
2) These solution are correct if is diagonalizable, i.e., “n” e-vectors are independent
 Example 3(page 342): Solution to a difference equation.
= , ( )
 1 2 1
= , =
1 0 0
Find

6.3 Linear System =

 Introduction:

-The solution form:

y(t) = ( )+ ( )
: The complete solution; y(t)
: The particular solution; y (t)
: The null (transient / homogeneous ) solution; y (t)
 Example_1: Real different e-values;

 Do U know the phase plot of the state?  non-linear system?

 Example_2: Complex e-values

 Companion matrices:
Companion matrices: have 1’s on their super diagonal:

- Find e-values (Determinant of (A − λI))

 Look the e-vectors!!

 Source term in y = +
1) If q is constant, then

2) In general, q(t),

6.4 The exponential of a matrix  skip

6.5 Second order systems and Symmetric matrices  skip

cos − sin
 Problem: find e-values/vectors of =
sin cos

 Problem: Find e-values and e-vectors of , and C

1 0 1 1
= , =
0 1 0 1
Problem.
Chapter. 6.1 2 / 3 / 6 / 20
Chapter. 6.3 1/ 7 /10